-41.6%
CHWY vs SFM
+250.7%
-292.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.2% |
| 7D | -13.6% | -10.6% | -3.0% | -11.7% |
| 30D | -8.5% | -15.5% | +6.9% | -5.6% |
| 3M | +8.9% | -17.4% | +26.3% | +12.6% |
| 6M | -20.5% | -3.4% | -17.0% | -21.1% |
| YTD | -38.2% | -8.7% | -29.5% | -38.1% |
| 1Y | -43.3% | -47.2% | +3.9% | -36.5% |
| 3Y | -8.5% | +82.7% | -91.3% | -23.2% |
| 5Y | -72.7% | +214.3% | -287.0% | -79.8% |
| All | -41.6% | +250.7% | -292.2% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling